+558.6%
SNPS vs MLM
+199.9%
+358.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.8% |
| 7D | -11.0% | -2.9% | -8.1% | -10.0% |
| 30D | -1.7% | -6.8% | +5.1% | +0.9% |
| 3M | -20.4% | -11.2% | -9.1% | -17.2% |
| 6M | -8.6% | -21.8% | +13.2% | -0.5% |
| YTD | -16.2% | -17.0% | +0.8% | -11.3% |
| 1Y | -34.6% | -16.4% | -18.2% | -31.0% |
| 3Y | -14.5% | +14.5% | -28.9% | -20.1% |
| 5Y | +17.0% | +41.7% | -24.8% | +1.0% |
| All | +558.6% | +199.9% | +358.7% | +336.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling